Description

This analysis provides a forecast of VET prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-10-13 0.014980 0.016957 0.019116 0.021649 0.024544 0.027753 0.031585
2024-10-20 0.011602 0.014224 0.017337 0.021316 0.026287 0.032313 0.040206
2024-10-27 0.009536 0.012319 0.015811 0.020538 0.026805 0.034879 0.046145
2024-11-03 0.008653 0.011675 0.015647 0.021288 0.029152 0.039820 0.055538
2024-11-10 0.007920 0.011092 0.015431 0.021852 0.031208 0.044486 0.065008
2024-11-17 0.007314 0.010589 0.015228 0.022356 0.033158 0.049128 0.074910
2024-11-24 0.006598 0.009834 0.014566 0.022078 0.033871 0.051955 0.082321
2024-12-01 0.006013 0.009206 0.014011 0.021875 0.034631 0.054869 0.090125
2024-12-08 0.005519 0.008662 0.013520 0.021700 0.035381 0.057794 0.098217
2024-12-15 0.005241 0.008428 0.013483 0.022234 0.037316 0.062819 0.110422
2024-12-22 0.004845 0.007963 0.013026 0.022014 0.037936 0.065645 0.119023
2024-12-29 0.004668 0.007842 0.013120 0.022733 0.040239 0.071615 0.134040
2025-01-05 0.004230 0.007247 0.012375 0.021932 0.039783 0.072647 0.139997
2025-01-12 0.003911 0.006835 0.011912 0.021595 0.040144 0.075230 0.149319
2025-01-19 0.003558 0.006331 0.011241 0.020806 0.039561 0.075931 0.154883
2025-01-26 0.003462 0.006283 0.011387 0.021566 0.042045 0.082872 0.174277
2025-02-02 0.003347 0.006189 0.011437 0.022138 0.044207 0.089385 0.193580
2025-02-09 0.003232 0.006084 0.011456 0.022649 0.046286 0.095939 0.213815
2025-02-16 0.003031 0.005798 0.011101 0.022367 0.046672 0.098923 0.226255
2025-02-23 0.002855 0.005548 0.010798 0.022161 0.047195 0.102251 0.239916
2025-03-02 0.002697 0.005320 0.010521 0.021984 0.047760 0.105721 0.254359
2025-03-09 0.002623 0.005259 0.010575 0.022525 0.049984 0.113215 0.279814
2025-03-16 0.002481 0.005043 0.010295 0.022302 0.050434 0.116599 0.295199